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2 posts tagged with Mathematics by JoeXIII007.
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Monte Carlo

The year was 1945. Two earthshaking events took place: the successful test at Alamogordo and the building of the first electronic computer. Their combined impact was to modify qualitatively the nature of global interactions between Russia and the West. No less perturbative were the changes wrought in all of academic research and in applied science. On a less grand scale these events brought about a [renaissance] of a mathematical technique known to the old guard as statistical sampling; in its new surroundings and owing to its nature, there was no denying its new name of the Monte Carlo method (PDF). -N. Metropolis
Conceptually talked about on MeFi previously, some basic Monte Carlo methods include the Inverse Transform Method (PDF) mentioned in the quoted paper, Acceptance-Rejection Sampling (PDFs 1,2), and integration with and without importance sampling (PDF).
posted by JoeXIII007 on Dec 17, 2011 - 13 comments

Two PDFs about PDFs

An "Exciting Guide to Probability Distributions" from the University of Oxford: part 1, part 2. (Two links to PDFs)
posted by JoeXIII007 on Dec 15, 2011 - 17 comments

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